Abstract
In testing for the number of components in a mixture, it is well known that regularity conditions do not hold for minus twice the log likelihood ratio to have its usual asymptotic null distribution of chi-squared. In an attempt to overcome some of the problems, it has been proposed in the literature that a prior distribution be placed on the mixing proportions. We show here that the usual regularity conditions still do not hold.
Original language | English |
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Pages (from-to) | 311-314 |
Number of pages | 4 |
Journal | Journal of the Royal Statistical Society. Series B: Statistical Methodology |
Volume | 49 |
Issue number | 3 |
Publication status | Published - 1987 |
Externally published | Yes |
Keywords
- mixture model
- number of components
- prior distribution
- likelihood ratio test